Approximate solution of reflecting Brownian motion using penalty method and numerical application to imperfect elastic barrier
Approximate solution of reflecting Brownian motion using penalty method and numerical application to imperfect elastic barrier
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不完美弹性屏障反映布朗运动的罚分法近似解及数值应用
DOI:
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发表时间:
2006
期刊:
影响因子:
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通讯作者:
S.Kanagawa
中科院分区:
文献类型:
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作者:
Y.Hino;S.Murakami;S.Kanagawa